Details about Maria de Lourdes Centeno

Access statistics for papers by Maria de Lourdes Centeno.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pce33

Journal Articles

2017

1. RATEMAKING OF DEPENDENT RISKS
   ASTIN Bulletin, 2017, 47, (3), 875-894 View citations (1)

2012

2. Are quantile risk measures suitable for risk-transfer decisions?
   Insurance: Mathematics and Economics, 2012, 50, (3), 446-461 View citations (8)

2010

3. Optimal Reinsurance for Variance Related Premium Calculation Principles 1
   ASTIN Bulletin, 2010, 40, (1), 97-121 View citations (17)
4. The optimal reinsurance strategy -- the individual claim case
   Insurance: Mathematics and Economics, 2010, 46, (3), 450-460 View citations (5)

2008

5. Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
   Insurance: Mathematics and Economics, 2008, 42, (2), 529-539 View citations (26)

2005

6. A Note on Bonus Scales
   Journal of Risk & Insurance, 2005, 72, (4), 601-607
7. Applying the Proportional Hazard Premium Calculation Principle
   ASTIN Bulletin, 2005, 35, (2), 409-425
8. Dependent risks and excess of loss reinsurance
   Insurance: Mathematics and Economics, 2005, 37, (2), 229-238 View citations (21)

2003

9. Bootstrap Methodology in Claim Reserving
   Journal of Risk & Insurance, 2003, 70, (4), 701-714 View citations (19)
10. Preface
    Insurance: Mathematics and Economics, 2003, 33, (2), 209-209

2002

11. Excess of loss reinsurance and Gerber's inequality in the Sparre Anderson model
    Insurance: Mathematics and Economics, 2002, 31, (3), 415-427 View citations (7)
12. Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Anderson model
    Insurance: Mathematics and Economics, 2002, 30, (1), 37-49 View citations (13)

2001

13. Bonus systems in an open portfolio
    Insurance: Mathematics and Economics, 2001, 28, (3), 341-350 View citations (4)

1998

14. Comparing Risk Adjusted Premiums from the Reinsurance Point of View
    ASTIN Bulletin, 1998, 28, (2), 221-239

1997

15. Excess of Loss Reinsurance and the Probability of Ruin in Finite Horizon
    ASTIN Bulletin, 1997, 27, (1), 59-70 View citations (6)

1995

16. The Effect of the Retention Limit on the Risk Reserve
    ASTIN Bulletin, 1995, 25, (1), 67-74 View citations (2)

1991

17. Combining Quota-Share and Excess of Loss Treaties on the Reinsurance of n Independent Risks
    ASTIN Bulletin, 1991, 21, (1), 41-55 View citations (4)

1989

18. The Buhlmann--Straub Model with the premium calculated according to the variance principle
    Insurance: Mathematics and Economics, 1989, 8, (1), 3-10 View citations (2)

1986

19. Measuring the effects of reinsurance by the adjustment coefficient
    Insurance: Mathematics and Economics, 1986, 5, (2), 169-182 View citations (15)

1985

20. On Combining Quota-Share and Excess of Loss
    ASTIN Bulletin, 1985, 15, (1), 49-63 View citations (6)